Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.707 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52154.46 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47987.34 Kr¶

PnL: ---------------------------------------> -944.66 Kr¶

DD now: ---------------------------------> -1.818 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:07:08.493930'

Anic Portfolio¶

Today¶

Return: -0.214 %¶

This Week¶

Return: -0.309 %¶

Total portfolio value¶

Return including deposits: 70.74 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2343.000000 154.000000 7.040000 2189.000000
Svolder B 35 -1.750000 2266.250000 87.250000 4.000000 2179.000005
BHG Group 49 2.690000 711.970000 72.970000 11.420000 638.999984
Embracer Group B 26 1.340000 726.700000 64.700000 9.770000 661.999988
Vitrolife 3 0.660000 729.000000 52.000000 7.680000 677.000001
Biotage 4 1.140000 640.000000 37.000000 6.140000 603.000000
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
SynAct Pharma 9 2.720000 679.500000 34.500000 5.350000 645.000003
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Addnode Group B 6 2.270000 784.200000 32.200000 4.280000 751.999998
Humana 40 0.350000 694.400000 20.400000 3.030000 674.000000
Sdiptech B 3 0.290000 827.400000 5.400000 0.660000 822.000000
Addtech B 3 -0.550000 705.300000 5.300000 0.760000 699.999999
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Volati 5 0.170000 573.000000 -1.000000 -0.170000 574.000000
Latour B 2 -0.040000 444.800000 -4.200000 -0.940000 449.000000
Fortnox 10 2.070000 662.200000 -5.800000 -0.870000 668.000000
NCC B 7 0.330000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
Investor B 3 0.320000 649.500000 -8.500000 -1.290000 657.999999
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Indutrade 5 0.270000 1302.500000 -17.500000 -1.330000 1320.000000
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
Nolato B 12 -0.190000 625.800000 -22.200000 -3.430000 648.000000
Gaming Innovation Group 161 0.190000 4161.850000 -26.150000 -0.620000 4187.999942
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -0.180000 557.000000 -36.000000 -6.070000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.570000 554.400000 -56.600000 -9.260000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 0.420000 3456.000000 -89.000000 -2.510000 3545.000000
Lundin Gold 7 -0.800000 870.800000 -103.200000 -10.600000 973.999999
Sedana Medical 135 -3.080000 4158.000000 -173.000000 -3.990000 4330.999935
New Wave B 40 -0.700000 3718.800000 -197.200000 -5.040000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.840000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47987.340000 -944.660000 -1.81831% 48931.999868

Updated:¶

'2023-06-16 11:07:25.185937'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶